-2.6%
APA vs VMC
+146.8%
-149.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.2% | +4.6% |
| 7D | +0.3% | -5.3% | +5.6% | +3.0% |
| 30D | +9.3% | -12.3% | +21.6% | +16.3% |
| 3M | +23.3% | -10.3% | +33.6% | +28.1% |
| 6M | +39.5% | -8.6% | +48.0% | +40.9% |
| YTD | +87.6% | -11.9% | +99.5% | +91.5% |
| 1Y | +114.2% | -13.9% | +128.1% | +120.2% |
| 3Y | +13.6% | +18.2% | -4.6% | -5.7% |
| 5Y | +175.6% | +47.7% | +127.8% | +95.1% |
| 10Y | -2.6% | +152.5% | -155.1% | -48.9% |
| All | -2.6% | +146.8% | -149.4% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling